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V-Lab

Definium Therapeutics Inc APARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

82.18%

decreased by 1.07%

1 Week

83.46%

increased by 0.21%

1 Month

87.28%

increased by 4.03%

Analysis last updated: Friday, August 14, 2026 at 09:40 PM UTC

Date Range:

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to

6M ·

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2Y ·

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graph of Definium Therapeutics Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 4, 2020 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days. The volatility power δ = 1.74 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9990
2.76***
α

ARCH

Response to squared shocks

0.0624
6.56***
β

GARCH

Volatility persistence

0.9001
110.76***
γ

leverage

Additional response to negative shocks

-0.0185
-0.26
δ

power

Transformation power

1.7439
12.07***

Persistence:

0.957

Half-life:

16 days